You're in a city - the city, if you will; it doesn't have any other name that I know of. I arrived here by train about a month ago, though I couldn't tell you how... It's rather empty, and there's a colorful cast here, but no one native to it.

[ One question at a time... He brings his hand up to his mouth as he considers the last question, fingers curled, chin dipped just slightly. ]

As for why... Hmm, perhaps somebody took interest in you?

[ You know, like how those weirdo stalkers kidnap people and lock them up in the basement. ]